Anic Equity¶

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Total return since start: 0.615 %¶

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Equity now: -----------------------------> 49318.34 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45256.8 Kr¶

PnL: ---------------------------------------> 200.8 Kr¶

DD now: ---------------------------------> -7.157 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 12:44:20.457316'

Anic Portfolio¶

Today¶

Return: -0.805 %¶

This Week¶

Return: 0.031 %¶

Total portfolio value¶

Return including deposits: 61.456 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.030000 1667.160000 198.160000 13.490000 1468.999998
Orrön Energy 180 -1.140000 2177.100000 134.100000 6.560000 2043.000000
Atrium Ljungberg B 5 0.300000 998.000000 63.000000 6.740000 935.000000
Platzer Fastigheter Holding B 12 -1.650000 1003.200000 42.200000 4.390000 960.999996
Hoist Finance 35 0.340000 1020.250000 40.250000 4.110000 980.000000
Sedana Medical 93 -3.840000 2559.360000 38.360000 1.520000 2521.000011
Sagax A 4 -0.450000 892.000000 38.000000 4.450000 854.000000
Sagax B 4 -0.620000 891.600000 37.600000 4.400000 854.000000
Hexatronic Group 12 0.260000 1004.400000 37.400000 3.870000 966.999996
Catena 2 -1.140000 829.200000 37.200000 4.700000 792.000000
JM 6 -0.730000 895.800000 31.800000 3.680000 864.000000
OX2 13 1.770000 971.750000 21.750000 2.290000 949.999999
Bilia A 8 0.350000 919.200000 19.200000 2.130000 900.000000
Biotage 7 -0.150000 956.200000 15.200000 1.620000 940.999997
VEF 909 -2.480000 1861.630000 11.630000 0.630000 1850.000436
HEXPOL B 9 0.000000 1027.800000 6.800000 0.670000 1020.999996
Gränges 9 -1.050000 932.400000 4.400000 0.470000 927.999999
Byggmax Group 33 -1.420000 959.640000 3.640000 0.380000 956.000001
BioGaia B 8 -2.020000 931.200000 1.200000 0.130000 930.000000
AcadeMedia 8 -1.180000 401.600000 -0.400000 -0.100000 402.000000
Clas Ohlson B 12 -1.220000 972.000000 -1.000000 -0.100000 972.999996
ASSA ABLOY B 3 -0.880000 772.800000 -6.200000 -0.800000 779.000001
EQT 4 -1.390000 824.800000 -7.200000 -0.870000 832.000000
Nordic Waterproofing Holding 7 -0.730000 946.400000 -20.600000 -2.130000 966.999999
Alimak Group 11 -1.440000 905.300000 -22.700000 -2.450000 927.999996
Creaspac SPAC 39 -0.110000 3693.300000 -24.700000 -0.660000 3717.999987
Addnode Group B 11 -0.730000 895.400000 -25.600000 -2.780000 921.000003
SKF B 5 -0.650000 912.250000 -27.750000 -2.950000 940.000000
Indutrade 5 -0.550000 1183.500000 -34.500000 -2.830000 1218.000000
INVISIO 16 0.880000 3648.000000 -41.000000 -1.110000 3689.000000
Latour B 4 -0.880000 808.800000 -48.200000 -5.620000 857.000000
Vitec Software Group B 2 -2.830000 1029.000000 -58.000000 -5.340000 1087.000000
Bufab 3 -0.630000 1044.000000 -65.000000 -5.860000 1109.000001
Hexagon B 26 -1.970000 3365.700000 -95.300000 -2.750000 3461.000010
BHG Group 97 -1.830000 1356.060000 -102.940000 -7.060000 1458.999989
TOTAL 45256.800000 200.800000 -7.15735% 45056.000411

Updated:¶

'2023-07-05 12:44:37.221662'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶